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Problemy Peredachi Informatsii, 2009, Volume 45, Issue 3, Pages 45–55 (Mi ppi1988)  
This article is cited in 1 scientific paper (total in 1 paper)

Methods of Signal Processing

On asymptotic description of a probabilistic change-point model for a two-state discrete Markov process

V. V. Khutortsev

Rostov Military Institute of Rocket Troops
Full-text PDF (262 kB) Citations (1)
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Abstract: For jump variation of parameters of a two-state discrete Markov process, we obtain an asymptotic representation of the likelihood ratio. Its use in the joint change-point detection and estimation problem is illustrated by an example.
Received: 20.05.2008
Revised: 24.02.2009
English version:
Problems of Information Transmission, 2009, Volume 45, Issue 3, Pages 232–241
DOI: https://doi.org/10.1134/S0032946009030041
Bibliographic databases:
Document Type: Article
UDC: 621.391.1+519.262
Language: Russian
Citation: V. V. Khutortsev, “On asymptotic description of a probabilistic change-point model for a two-state discrete Markov process”, Probl. Peredachi Inf., 45:3 (2009), 45–55; Problems Inform. Transmission, 45:3 (2009), 232–241
Citation in format AMSBIB
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\paper On asymptotic description of a~probabilistic change-point model for a~two-state discrete Markov process
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\yr 2009
\vol 45
\issue 3
\pages 232--241
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Проблемы передачи информации Problems of Information Transmission
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    Full-text PDF :102
    References:76
    First page:18
     
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